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عنوان
Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies
پدید آورنده
by Antonio Gorgulho, Rui F.M.F. Neves, Nuno C.G. Horta.
موضوع
Artificial intelligence.,Engineering.,Finance.
رده
HG4529
.
5
B936
2013
کتابخانه
Center and Library of Islamic Studies in European Languages
محل استقرار
استان:
Qom
ـ شهر:
Qom
تماس با کتابخانه :
32910706
-
025
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
3642329896
(Number (ISBN
9783642329890
NATIONAL BIBLIOGRAPHY NUMBER
Number
b567564
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies
General Material Designation
[Book]
First Statement of Responsibility
by Antonio Gorgulho, Rui F.M.F. Neves, Nuno C.G. Horta.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Berlin, Heidelberg
Name of Publisher, Distributor, etc.
Springer Berlin Heidelberg : Imprint : Springer
Date of Publication, Distribution, etc.
2013
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
(XI, 77 p. 30 illustrations, 15 illustrations in color.)
SERIES
Series Title
SpringerBriefs in Applied Sciences and Technology
CONTENTS NOTE
Text of Note
Preface.- Introduction.- Computational Finance .- Work's Purpose.- General Goals.- Concrete Goals.- Book's Structure.- Related Work.- Portfolio Theory.- Diversification.- Management.- Market Analysis.- Fundamental Analysis.- Technical Analysis.- Fundamental vs. Technical.- Evolutionary Computation.- Genetic Algorithms.- Individual Representation.- Initial Generation.- Selection.- Offspring Generation.- Genetic Programming.- Existing Solutions.- Portfolio Optimization Theory.- Markowitz's Pioneer Work.- Alternative Models.- Solving Markowitz's Model.- Quadratic Programming.- Modeling Real World.- Metaheuristics Approaches to Portfolio Optimization.- Single-objective Evolutionary Algorithms.- Multi-objective Evolutionary Algorithms.- Extensions to Genetic Algorithms.- Technical and Fundamental Analysis in Portfolio Management.- Solution's Architecture.- Overall Architecture.- Data Flow.- Financial Data Processing Module.- Implementation and Functionality.- Technical Rules Module .- Extensibility and Technical Rules Module Implementation.- Exponential Moving Average (EMA).- Hull Moving Average (HMA).- Double Crossover.- Rate of Change (ROC).- Relative Strength Index (RSI).- Moving Average Convergence Divergence (MACD) .- On Balance Volume (OBV).- True Strength Index (TSI).- Optimization Module.- Chromosome Representation.- Selection.- Mutation.- Crossover.- Initial Generation.- Constraints Handling.- Evaluation Function.- Optimization Module Implementation.- Investment Simulator Module.- Implementation and Functionality.- System Validation.- Performance Measures.- Return on Investment (ROI).- Ratio.- Sortino Ratio.- Classification Parameters.- Strategies Employed.- Case Studies.- Conclusions and Future Work.- Appendixes.
TOPICAL NAME USED AS SUBJECT
Artificial intelligence.
Engineering.
Finance.
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG4529
.
5
Book number
B936
2013
PERSONAL NAME - PRIMARY RESPONSIBILITY
by Antonio Gorgulho, Rui F.M.F. Neves, Nuno C.G. Horta.
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Antonio Gorgulho
Nuno C G Horta
Rui F M F Neves
ELECTRONIC LOCATION AND ACCESS
Electronic name
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[Book]
Y
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